Markowitz efficient portfolio

Markowitz efficient portfolio
Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk. ...

Related: Markowitz efficient portfolio
Minimum-variance frontier
Graph of the lowest possible portfolio variance that is attainable for a given
portfolio expected return.

Any below the frontier are dominated by Markowitz efficient portfolios. Markowitz efficient portfolio Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.

representing the boundary of the set of feasible portfolios that have the maximum return for a given level of risk. Any portfolios above the frontier cannot be achieved. Any below the frontier are dominated by Markowitz efficient portfolios.

See also: Efficient portfolio, Expected return, Efficient set, Markowitz efficient set of portfolios, Covariance